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TSLL vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily TSLA Bull 2X ETF (TSLL) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLL achieves a -28.34% return, which is significantly lower than AMD's 138.87% return.


TSLL

1D
3.58%
1M
-9.76%
YTD
-28.34%
6M
-32.14%
1Y
13.30%
3Y*
-3.31%
5Y*
10Y*

AMD

1D
4.73%
1M
20.62%
YTD
138.87%
6M
142.70%
1Y
340.40%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLL vs. AMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSLL
Direxion Daily TSLA Bull 2X ETF
-28.34%-26.80%99.63%139.86%-74.99%
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-35.28%

Correlation

The correlation between TSLL and AMD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.40

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Return for Risk

TSLL vs. AMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLL
TSLL Risk / Return Rank: 1515
Overall Rank
TSLL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1919
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1818
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1313
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLL vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) and Advanced Micro Devices, Inc. (AMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSLLAMDDifference
Sharpe ratioReturn per unit of total volatility

-4.81

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

1.10

1.60

-0.50

Calmar ratioReturn relative to maximum drawdown

0.32

12.04

-11.72

Martin ratioReturn relative to average drawdown

0.65

24.74

-24.09

TSLL vs. AMD - Sharpe Ratio Comparison

The current TSLL Sharpe Ratio is 0.20, which is lower than the AMD Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of TSLL and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSLL vs. AMD - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for TSLL and AMD.


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Drawdown Indicators


TSLLAMDDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-96.59%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

-27.76%

-26.99%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

-63.00%

-19.88%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

Current Drawdown

Current decline from peak

-63.81%

-5.70%

-58.11%

Average Drawdown

Average peak-to-trough decline

-53.85%

-56.65%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.01%

13.48%

+13.53%

Volatility

TSLL vs. AMD - Volatility Comparison

Direxion Daily TSLA Bull 2X ETF (TSLL) has a higher volatility of 28.50% compared to Advanced Micro Devices, Inc. (AMD) at 22.71%. This indicates that TSLL's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLLAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.50%

22.71%

+5.79%

Volatility (6M)

Calculated over the trailing 6-month period

57.37%

50.12%

+7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

88.62%

66.74%

+21.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.00%

55.71%

+51.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.00%

56.99%

+50.01%

Dividends

TSLL vs. AMD - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 7.14%, while AMD has not paid dividends to shareholders.


PositionTTM2025202420232022
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
7.14%5.00%2.47%4.44%1.57%

Frequently Asked Questions


TSLL and AMD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLL has higher volatility (28.50%) compared to AMD (22.71%). In terms of maximum drawdown, TSLL dropped -82.88% vs AMD's -96.59%.

AMD currently has the higher Sharpe Ratio (5.01 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TSLL and AMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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